Strange coincidence, I'm also working with a company using clickTAG to pass URLs to SWF banners.
Are you sure they are including the clicktag in the URL? so the URL is something like this:
http://www.yoururl.com/yourbannerad.swf?clickTAG=http://www.yourwebsiteurl.com
that's the first thing to check.
the next is to make sure your click is working. Instead of trying to load the clickTAG variable, try a test to ensure that the click is working at all:
on(release)
{getURL("http://www.google.com","_blank")}
This will ensure that there are no hidden layers or movie clips that are getting in the way.
If that works, try getting the clickTAG in a different browser. There's a little-known bug in IE where parameters sent to a SWF after a 302 redirect are stripped out if the first URL also has parameters. I've heard reports that this also occasionally occurs in Firefox.
More info on the bug:
http://www.markledford.com/blog/2008/07/24/serious-and-seriously-obscure-bug-with-flash-embed-code-variables-and-ie/
Basically it's saying that if the URL from the ad network is:
http://www.adnetwork.com/track?a=1&b=2
then that URL does a 302 redirect to:
http://www.yoururl.com/yourbannerad.swf?clickTAG=http://www.yourwebsiteurl.com
Then your SWF will be able to read a=1&b=2 but not be able to read clickTAG=http://www.yourwebsiteurl.com
Unfortunately the only real workaround for that bug is to reformat the first URL so the parameters aren't sent using ?a=1&b=2 but rather with an arbitrary format like $a:1|b:2.
Since most ad networks return banner ads from a dynamic URL with a lot of parameters for tracking and reporting purposes, this is most likely the cause of the issue.